+73.1%
CME vs MXL
-19.3%
+92.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.7% |
| 7D | +3.9% | +13.4% | -9.5% | +4.3% |
| 30D | +11.3% | -29.2% | +40.6% | +10.7% |
| 3M | +19.6% | -27.2% | +46.8% | +19.2% |
| 6M | +8.1% | -36.4% | +44.5% | +7.8% |
| YTD | +20.4% | +220.0% | -199.6% | +22.9% |
| 1Y | +16.5% | +304.8% | -288.3% | +19.1% |
| 3Y | +66.4% | +238.5% | -172.0% | +68.2% |
| All | +73.1% | -19.3% | +92.3% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling